market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
15/07/2024 78.77% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,714 CHF 8,857 CHF 99.61% 99.61%
12/07/2024 78.52% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,758 CHF 8,879 CHF 99.60% 99.60%
11/07/2024 75.94% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,199 CHF 9,099 CHF 99.56% 99.56%
10/07/2024 75.45% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,269 CHF 9,135 CHF 98.63% 98.63%
09/07/2024 75.06% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,340 CHF 9,170 CHF 99.59% 99.59%
08/07/2024 75.02% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,346 CHF 9,173 CHF 99.58% 99.58%
05/07/2024 84.15% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,915 CHF 8,458 CHF 99.47% 99.47%
04/07/2024 84.06% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,930 CHF 8,465 CHF 99.37% 99.37%
03/07/2024 73.60% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,607 CHF 9,304 CHF 99.58% 99.58%
02/07/2024 76.07% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,170 CHF 9,085 CHF 99.59% 99.59%

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